2017-12-11 |
MARKET DATA |
No 238 (3271) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
290,00 |
294,10 |
13 |
1 450,00 |
1 501,32 |
16 |
1 740,00 |
1 795,42 |
29 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0418 |
PL0000107314 |
100,92 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,79 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,03 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,01 |
107,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,18 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,17 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,41 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,20 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,77 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,10 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,44 |
114,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,21 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,76 |
106,75 |
106,750 |
106,750 |
106,750 |
106,750 |
106,750 |
65 000 |
69,74 |
1 |
DS0725 |
PL0000108197 |
101,55 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,35 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,20 |
94,09 |
94,110 |
94,180 |
94,110 |
94,180 |
94,157 |
150 000 |
142,68 |
8 |
WS0428 |
PL0000107611 |
93,85 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,00 |
126,00 |
126,000 |
126,000 |
126,000 |
126,000 |
126,000 |
25 000 |
32,41 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,01 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,50 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,11 |
99,15 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
25 000 |
24,81 |
1 |
WZ0124 |
PL0000107454 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,12 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,24 |
95,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
269,65 |
12 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,89 |
101,06 |
1,26 |
0,81 |
100,98 |
1,02 |
PS0718 |
PL0000107595 |
100,74 |
100,85 |
1,27 |
1,09 |
100,80 |
1,18 |
OK1018 |
PL0000109062 |
98,86 |
98,96 |
1,33 |
1,21 |
98,91 |
1,27 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,07 |
1,51 |
1,44 |
98,02 |
1,48 |
PS0719 |
PL0000108148 |
102,62 |
102,74 |
1,59 |
1,52 |
102,68 |
1,55 |
DS1019 |
PL0000105441 |
106,96 |
107,08 |
1,68 |
1,61 |
107,02 |
1,65 |
WZ0120 |
PL0000108601 |
100,45 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,08 |
99,25 |
1,90 |
1,82 |
99,17 |
1,86 |
OK0720 |
PL0000110375 |
95,09 |
95,33 |
1,94 |
1,84 |
95,21 |
1,89 |
DS1020 |
PL0000106126 |
109,04 |
109,22 |
1,97 |
1,91 |
109,13 |
1,94 |
WZ0121 |
PL0000106068 |
100,07 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,22 |
99,41 |
2,24 |
2,18 |
99,32 |
2,21 |
PS0721 |
PL0000109153 |
98,03 |
98,27 |
2,32 |
2,25 |
98,15 |
2,29 |
DS1021 |
PL0000106670 |
112,60 |
112,86 |
2,30 |
2,24 |
112,73 |
2,27 |
PS0422 |
PL0000109492 |
98,90 |
99,15 |
2,52 |
2,45 |
99,03 |
2,48 |
WS0922 |
PL0000102646 |
114,28 |
114,51 |
2,53 |
2,49 |
114,40 |
2,51 |
WZ1122 |
PL0000109377 |
99,02 |
99,22 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
98,96 |
99,21 |
2,72 |
2,67 |
99,09 |
2,69 |
IZ0823 |
PL0000105359 |
110,69 |
111,93 |
--- |
--- |
111,31 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,77 |
2,78 |
2,73 |
106,63 |
2,76 |
WZ0124 |
PL0000107454 |
98,63 |
98,95 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
101,21 |
101,57 |
3,07 |
3,01 |
101,39 |
3,04 |
WZ0126 |
PL0000108817 |
96,97 |
97,24 |
--- |
--- |
97,11 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,35 |
3,17 |
3,12 |
95,17 |
3,15 |
DS0727 |
PL0000109427 |
93,86 |
94,16 |
3,25 |
3,21 |
94,01 |
3,23 |
WZ0528 |
PL0000110383 |
95,10 |
95,52 |
--- |
--- |
95,31 |
--- |
WS0429 |
PL0000105391 |
125,42 |
126,24 |
3,06 |
2,99 |
125,83 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,90 |
101,05 |
1,24 |
0,84 |
100,98 |
1,02 |
PS0718 |
PL0000107595 |
100,77 |
100,84 |
1,22 |
1,11 |
100,81 |
1,16 |
OK1018 |
PL0000109062 |
98,87 |
98,95 |
1,32 |
1,23 |
98,91 |
1,27 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,07 |
1,49 |
1,44 |
98,04 |
1,46 |
PS0719 |
PL0000108148 |
102,66 |
102,74 |
1,56 |
1,52 |
102,70 |
1,54 |
DS1019 |
PL0000105441 |
106,99 |
107,08 |
1,66 |
1,61 |
107,04 |
1,64 |
WZ0120 |
PL0000108601 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,16 |
99,23 |
1,86 |
1,83 |
99,20 |
1,85 |
OK0720 |
PL0000110375 |
95,15 |
95,36 |
1,92 |
1,83 |
95,26 |
1,87 |
DS1020 |
PL0000106126 |
109,09 |
109,25 |
1,95 |
1,90 |
109,17 |
1,93 |
WZ0121 |
PL0000106068 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,45 |
2,20 |
2,17 |
99,40 |
2,18 |
PS0721 |
PL0000109153 |
98,14 |
98,32 |
2,29 |
2,24 |
98,23 |
2,26 |
DS1021 |
PL0000106670 |
112,75 |
112,95 |
2,26 |
2,21 |
112,85 |
2,24 |
PS0422 |
PL0000109492 |
99,07 |
99,22 |
2,47 |
2,44 |
99,15 |
2,45 |
WS0922 |
PL0000102646 |
114,41 |
114,61 |
2,51 |
2,47 |
114,51 |
2,49 |
WZ1122 |
PL0000109377 |
99,07 |
99,23 |
--- |
--- |
99,15 |
--- |
PS0123 |
PL0000110151 |
99,15 |
99,31 |
2,68 |
2,64 |
99,23 |
2,66 |
IZ0823 |
PL0000105359 |
110,81 |
111,75 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,84 |
2,74 |
2,72 |
106,78 |
2,73 |
WZ0124 |
PL0000107454 |
98,66 |
98,91 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
101,47 |
101,69 |
3,03 |
2,99 |
101,58 |
3,01 |
WZ0126 |
PL0000108817 |
97,07 |
97,37 |
--- |
--- |
97,22 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,49 |
3,13 |
3,10 |
95,39 |
3,12 |
DS0727 |
PL0000109427 |
94,12 |
94,33 |
3,22 |
3,19 |
94,23 |
3,20 |
WZ0528 |
PL0000110383 |
95,17 |
95,53 |
--- |
--- |
95,35 |
--- |
WS0429 |
PL0000105391 |
125,65 |
126,24 |
3,04 |
2,99 |
125,95 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
150 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
120 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,470 |
1,500 |
1,489 |
165 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
40 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,470 |
1,441 |
420 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,470 |
1,456 |
200 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
95 |
TOTAL |
1 450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.